Two-stage rank estimation of quantile index models
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Publication:5928975
DOI10.1016/S0304-4076(00)00040-3zbMath1009.62033MaRDI QIDQ5928975
Publication date: 5 May 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
heteroscedasticity; monotonic transformation; Monte Carlo results; quantile regression; rank regression
62P20: Applications of statistics to economics
62G08: Nonparametric regression and quantile regression
Related Items
EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL, Semiparametric estimation of single‐index hazard functions without proportional hazards, Two-step estimation of semiparametric censored regression models
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